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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+12.14%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$11.2B
AUM Growth
+$2.97B
Cap. Flow
+$1.8B
Cap. Flow %
16.13%
Top 10 Hldgs %
63.2%
Holding
2,721
New
634
Increased
459
Reduced
654
Closed
956

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$34.6M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$8.46M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$6.9M
4
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$6.22M
5
TNA icon
Direxion Daily Small Cap Bull 3x ETF
TNA
+$5.51M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$9.6M
3
IBB icon
iShares Biotechnology ETF
IBB
+$7.55M
4
OEF icon
iShares S&P 100 ETF
OEF
+$6.96M
5
META icon
Meta Platforms (Facebook)
META
+$5.95M

Sector Composition

Rank Sector Weight
1 Financials 0.39%
2 Consumer Discretionary 0.24%
3 Technology 0.18%
4 Communication Services 0.17%
5 Healthcare 0.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CAH icon
851
CALL
Cardinal Health
CAH
$53.2B
$525K ﹤0.01%
10,900
+400
+4% +$20K
DLTR icon
852
PUT
Dollar Tree
DLTR
$24.7B
$525K ﹤0.01%
5,000
-200
-4% -$19.6K
CCL icon
853
Carnival Corporation Ltd
CCL
$38B
$521K ﹤0.01%
10,281
+6,029
+142% +$334K
FDS icon
854
PUT
Factset
FDS
$9.35B
$521K ﹤0.01%
2,100
-5,900
-74% -$1.32M
W icon
855
Wayfair
W
$11.9B
$521K ﹤0.01%
+3,512
New +$458K
BMY icon
856
CALL
Bristol-Myers Squibb
BMY
$132B
$520K ﹤0.01%
10,900
-66,900
-86% -$3.33M
BYD icon
857
PUT
Boyd Gaming
BYD
$6.47B
$520K ﹤0.01%
+19,000
New +$519K
W icon
858
PUT
Wayfair
W
$11.9B
$520K ﹤0.01%
3,500
-1,600
-31% -$209K
XLNX
859
PUT
DELISTED
Xilinx Inc
XLNX
$520K ﹤0.01%
+4,100
New +$461K
VT icon
860
Vanguard Total World Stock ETF
VT
$76.9B
$519K ﹤0.01%
7,094
+1,407
+25% +$99.9K
CB icon
861
PUT
Chubb
CB
$135B
$518K ﹤0.01%
+3,700
New +$492K
HPQ icon
862
PUT
HP
HPQ
$24.6B
$517K ﹤0.01%
26,600
-47,600
-64% -$1.01M
XEC
863
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$517K ﹤0.01%
7,400
+4,000
+118% +$288K
EMN icon
864
CALL
Eastman Chemical
EMN
$8.01B
$516K ﹤0.01%
6,800
-8,300
-55% -$660K
MCK icon
865
PUT
McKesson
MCK
$101B
$515K ﹤0.01%
4,400
-7,400
-63% -$913K
CERN
866
CALL
DELISTED
Cerner Corp
CERN
$515K ﹤0.01%
9,000
-20,800
-70% -$1.16M
CLX icon
867
PUT
Clorox
CLX
$11.7B
$513K ﹤0.01%
3,200
+1,800
+129% +$279K
IWM icon
868
iShares Russell 2000 ETF
IWM
$80.2B
$513K ﹤0.01%
3,350
-13,608
-80% -$2.04M
ROP icon
869
Roper Technologies
ROP
$38.5B
$513K ﹤0.01%
+1,499
New +$455K
CYBR
870
CALL
DELISTED
CyberArk
CYBR
$512K ﹤0.01%
+4,300
New +$411K
GDX icon
871
VanEck Gold Miners ETF
GDX
$23.5B
$511K ﹤0.01%
+22,812
New +$502K
MIC
872
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$511K ﹤0.01%
+12,400
New +$509K
FAS icon
873
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$507K ﹤0.01%
8,200
-25,400
-76% -$1.48M
B
874
PUT
Barrick Mining
B
$63.2B
$506K ﹤0.01%
36,900
+500
+1% +$6.46K
GSK icon
875
CALL
GSK
GSK
$104B
$506K ﹤0.01%
9,680
-22,720
-70% -$1.14M
33 34
35
36 37

Similar funds

AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

Two Sigma Securities's Q1 2019 Portfolio in Review

As of Q1 2019, Two Sigma Securities held 2,721 positions worth $11.2B, up 36% from $8.19B the previous quarter. Its ten largest holdings account for 63% of the portfolio.

Two Sigma Securities deployed $1.8B of net new capital in Q1 2019, opening 634 new positions and adding to 459 existing holdings. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.

By sector, the portfolio is most concentrated in Financials at 0.39% of assets, down from 0.72% a quarter earlier, followed by Consumer Discretionary and Technology.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $24M trimmed.

  • Two Sigma Securities's largest Q1 2019 buy was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2019, an estimated $34.6M increase.
  • Two Sigma Securities's biggest Q1 2019 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $24M.
  • Two Sigma Securities fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2019, selling an estimated $9.6M.
  • Two Sigma Securities's ten largest holdings make up 63% of its $11.2B portfolio in Q1 2019.
  • Two Sigma Securities opened 634 new positions and closed 956 in Q1 2019.
  • Two Sigma Securities's portfolio value rose 36% quarter-over-quarter to $11.2B.

Based on Two Sigma Securities's 13F filing for Q1 2019, filed 15 May 2019.